Use finish like this:
Intent i = new Intent(Main_Menu.this, NextActivity.class);
finish(); //Kill the activity from which you will go to next activity
startActivity(i);
FLAG_ACTIVITY_NO_HISTORY you can use in case for the activity you want to finish. For exampe you are going from A-->B--C. You want to finish activity B when you go from B-->C so when you go from A-->B you can use this flag. When you go to some other activity this activity will be automatically finished.
To learn more on using Intent.FLAG_ACTIVITY_NO_HISTORY read: http://developer.android.com/reference/android/content/Intent.html#FLAG_ACTIVITY_NO_HISTORY